An augmented Lagrangian decomposition method for block diagonal linear programming problems

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33 Scopus citations

Abstract

A new decomposition method for large linear programming problems of angular structure is proposed. It combines the ideas of augmented Lagrangians, simplicial decomposition, column generation and dual ascent. Finite termination of the method is proved.

Original languageEnglish (US)
Pages (from-to)287-294
Number of pages8
JournalOperations Research Letters
Volume8
Issue number5
DOIs
StatePublished - Oct 1989
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

Keywords

  • augmented Lagrangians
  • decomposition
  • linear programming

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